Randomized multilevel Monte Carlo for embarrassingly parallel inference.
Ajay JasraKody J. H. LawFangyuan YuPublished in: CoRR (2021)
Keyphrases
- monte carlo
- quasi monte carlo
- markov chain
- markov chain monte carlo
- matrix inversion
- monte carlo simulation
- adaptive sampling
- monte carlo methods
- monte carlo tree search
- importance sampling
- optimal strategy
- simulation study
- monte carlo method
- bayesian inference
- particle filter
- machine learning
- bayesian networks
- active learning
- shared memory
- probabilistic inference
- computational cost
- search algorithm
- markovian decision